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Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming

Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming,10.1007/BF01581140,Mathematical P

Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming   (Citations: 26)
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Kojima, Megiddo, and Mizuno proved global convergence of a primal—dual algorithm that corresponds to methods used in practice. Here, the numerical efficiency of a predictor—corrector extension of that algorithm is tested. Numerical results are extremely positive, indicating that the safety of a globally convergent algorithm can be obtained at little computational cost. The algorithm is tested on infeasible problems with less success. Finally, the algorithm is applied to a warm started problem, with very encouraging preliminary results.
Journal: Mathematical Programming , vol. 66, no. 1-3, pp. 123-135, 1994
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